+937.0%
AAOI vs ECHO
+157.2%
+779.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.5% |
| 7D | +2.9% | +2.3% | +0.6% | +2.2% |
| 30D | -23.1% | +4.4% | -27.5% | -24.0% |
| 3M | -41.0% | -20.3% | -20.7% | -36.3% |
| 6M | -14.3% | -15.3% | +1.1% | -9.5% |
| YTD | +196.3% | -15.5% | +211.8% | +215.9% |
| 1Y | +272.6% | +15.0% | +257.6% | +267.6% |
| 3Y | +775.3% | +409.1% | +366.2% | +318.7% |
| 5Y | +1,290.2% | +260.6% | +1,029.6% | +651.6% |
| 10Y | +426.2% | +193.0% | +233.2% | +188.4% |
| All | +937.0% | +157.2% | +779.9% | +547.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ECHO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling